Matches in SemOpenAlex for { <https://semopenalex.org/work/W2144233333> ?p ?o ?g. }
Showing items 1 to 60 of
60
with 100 items per page.
- W2144233333 abstract "This paper distinguishes between a stock's liquidity (liquidity level), as measured by the average cost of trading it, and its liquidity beta (liquidity risk), as measured by the covariation of its return with unexpected changes in aggregate liquidity. Although considered safe assets in general, liquid stocks underperformed illiquid stocks during the financial crisis of 2008--2009. The performance of stocks during the crisis can be better explained by their historical liquidity betas. These findings therefore highlight the importance of accounting for both liquidity level and liquidity risk in risk-management applications." @default.
- W2144233333 created "2016-06-24" @default.
- W2144233333 creator A5022620950 @default.
- W2144233333 creator A5042006316 @default.
- W2144233333 date "2010-01-01" @default.
- W2144233333 modified "2023-10-16" @default.
- W2144233333 title "Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis" @default.
- W2144233333 cites W1964613181 @default.
- W2144233333 cites W1965152622 @default.
- W2144233333 cites W2076387251 @default.
- W2144233333 cites W2143139512 @default.
- W2144233333 doi "https://doi.org/10.2139/ssrn.1622885" @default.
- W2144233333 hasPublicationYear "2010" @default.
- W2144233333 type Work @default.
- W2144233333 sameAs 2144233333 @default.
- W2144233333 citedByCount "14" @default.
- W2144233333 countsByYear W21442333332013 @default.
- W2144233333 countsByYear W21442333332014 @default.
- W2144233333 countsByYear W21442333332016 @default.
- W2144233333 countsByYear W21442333332017 @default.
- W2144233333 crossrefType "journal-article" @default.
- W2144233333 hasAuthorship W2144233333A5022620950 @default.
- W2144233333 hasAuthorship W2144233333A5042006316 @default.
- W2144233333 hasConcept C10138342 @default.
- W2144233333 hasConcept C139719470 @default.
- W2144233333 hasConcept C144133560 @default.
- W2144233333 hasConcept C162324750 @default.
- W2144233333 hasConcept C176923680 @default.
- W2144233333 hasConcept C183582576 @default.
- W2144233333 hasConcept C189259953 @default.
- W2144233333 hasConcept C2777871818 @default.
- W2144233333 hasConcept C2778300220 @default.
- W2144233333 hasConcept C73283319 @default.
- W2144233333 hasConceptScore W2144233333C10138342 @default.
- W2144233333 hasConceptScore W2144233333C139719470 @default.
- W2144233333 hasConceptScore W2144233333C144133560 @default.
- W2144233333 hasConceptScore W2144233333C162324750 @default.
- W2144233333 hasConceptScore W2144233333C176923680 @default.
- W2144233333 hasConceptScore W2144233333C183582576 @default.
- W2144233333 hasConceptScore W2144233333C189259953 @default.
- W2144233333 hasConceptScore W2144233333C2777871818 @default.
- W2144233333 hasConceptScore W2144233333C2778300220 @default.
- W2144233333 hasConceptScore W2144233333C73283319 @default.
- W2144233333 hasLocation W21442333331 @default.
- W2144233333 hasOpenAccess W2144233333 @default.
- W2144233333 hasPrimaryLocation W21442333331 @default.
- W2144233333 hasRelatedWork W1511185632 @default.
- W2144233333 hasRelatedWork W1773329018 @default.
- W2144233333 hasRelatedWork W1978519519 @default.
- W2144233333 hasRelatedWork W2119303273 @default.
- W2144233333 hasRelatedWork W2144233333 @default.
- W2144233333 hasRelatedWork W2201466705 @default.
- W2144233333 hasRelatedWork W2595499007 @default.
- W2144233333 hasRelatedWork W4297910707 @default.
- W2144233333 hasRelatedWork W4312549869 @default.
- W2144233333 hasRelatedWork W4312642933 @default.
- W2144233333 isParatext "false" @default.
- W2144233333 isRetracted "false" @default.
- W2144233333 magId "2144233333" @default.
- W2144233333 workType "article" @default.